ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 116-180 116-212 0-032 0.1% 116-265
High 116-225 117-017 0-112 0.3% 117-010
Low 116-047 116-205 0-158 0.4% 116-047
Close 116-207 116-292 0-085 0.2% 116-207
Range 0-178 0-132 -0-046 -25.8% 0-283
ATR 0-163 0-161 -0-002 -1.4% 0-000
Volume 809,388 498,351 -311,037 -38.4% 2,951,485
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-034 117-295 117-045
R3 117-222 117-163 117-008
R2 117-090 117-090 116-316
R1 117-031 117-031 116-304 117-060
PP 116-278 116-278 116-278 116-293
S1 116-219 116-219 116-280 116-248
S2 116-146 116-146 116-268
S3 116-014 116-087 116-256
S4 115-202 115-275 116-219
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-084 118-268 117-043
R3 118-121 117-305 116-285
R2 117-158 117-158 116-259
R1 117-022 117-022 116-233 116-268
PP 116-195 116-195 116-195 116-158
S1 116-059 116-059 116-181 115-306
S2 115-232 115-232 116-155
S3 114-269 115-096 116-129
S4 113-306 114-133 116-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-017 116-047 0-290 0.8% 0-145 0.4% 84% True False 581,919
10 117-257 116-047 1-210 1.4% 0-139 0.4% 46% False False 581,966
20 118-250 116-047 2-203 2.3% 0-173 0.5% 29% False False 647,725
40 118-250 115-040 3-210 3.1% 0-159 0.4% 49% False False 472,668
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-258
2.618 118-043
1.618 117-231
1.000 117-149
0.618 117-099
HIGH 117-017
0.618 116-287
0.500 116-271
0.382 116-255
LOW 116-205
0.618 116-123
1.000 116-073
1.618 115-311
2.618 115-179
4.250 114-284
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 116-285 116-259
PP 116-278 116-225
S1 116-271 116-192

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These figures are updated between 7pm and 10pm EST after a trading day.

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